XML 57 R45.htm IDEA: XBRL DOCUMENT v3.5.0.2
Derivative Financial Instruments - Notional and Fair Values (Details) - USD ($)
$ in Millions
Sep. 30, 2016
Dec. 31, 2015
Derivatives, Fair Value [Line Items]    
Derivative assets $ 617.0 $ 473.7
Derivatives liabilities 526.1 227.9
Fixed maturities    
Derivatives, Fair Value [Line Items]    
Derivative assets 22.1 23.4
Derivatives liabilities 0.0 0.0
Within annuity products    
Derivatives, Fair Value [Line Items]    
Derivative assets 0.0 0.0
Derivatives liabilities 284.5 184.1
Reinsurance agreements    
Derivatives, Fair Value [Line Items]    
Derivative assets 0.0 0.0
Derivatives liabilities 1.5 (71.6)
Interest rate contracts    
Derivatives, Fair Value [Line Items]    
Derivatives, Notional Amount 23,897.6 22,965.5
Foreign exchange contracts    
Derivatives, Fair Value [Line Items]    
Derivatives, Notional Amount 264.6 195.8
Equity contract    
Derivatives, Fair Value [Line Items]    
Derivatives, Notional Amount 91.6 0.0
Credit contracts    
Derivatives, Fair Value [Line Items]    
Derivatives, Notional Amount 557.5 407.5
Designated as Hedging Instrument | Interest rate contracts | Cash flow hedges    
Derivatives, Fair Value [Line Items]    
Derivatives, Notional Amount 97.8 285.3
Designated as Hedging Instrument | Interest rate contracts | Derivatives | Cash flow hedges    
Derivatives, Fair Value [Line Items]    
Derivative assets 22.4 60.1
Derivatives liabilities 0.0 0.0
Designated as Hedging Instrument | Foreign exchange contracts | Cash flow hedges    
Derivatives, Fair Value [Line Items]    
Derivatives, Notional Amount 70.3 51.2
Designated as Hedging Instrument | Foreign exchange contracts | Derivatives | Cash flow hedges    
Derivatives, Fair Value [Line Items]    
Derivative assets 6.2 10.7
Derivatives liabilities 0.1 0.0
Not Designated as Hedging Instrument | Interest rate contracts    
Derivatives, Fair Value [Line Items]    
Derivatives, Notional Amount 27,504.7 25,309.1
Not Designated as Hedging Instrument | Interest rate contracts | Derivatives    
Derivatives, Fair Value [Line Items]    
Derivative assets 552.2 362.3
Derivatives liabilities 226.1 104.0
Not Designated as Hedging Instrument | Foreign exchange contracts    
Derivatives, Fair Value [Line Items]    
Derivatives, Notional Amount 194.3 144.6
Not Designated as Hedging Instrument | Foreign exchange contracts | Derivatives    
Derivatives, Fair Value [Line Items]    
Derivative assets 7.8 13.9
Derivatives liabilities 9.2 10.7
Not Designated as Hedging Instrument | Equity contract    
Derivatives, Fair Value [Line Items]    
Derivatives, Notional Amount 91.6 15.9
Not Designated as Hedging Instrument | Equity contract | Derivatives    
Derivatives, Fair Value [Line Items]    
Derivative assets 2.3 0.0
Derivatives liabilities 0.0 0.1
Not Designated as Hedging Instrument | Credit contracts    
Derivatives, Fair Value [Line Items]    
Derivatives, Notional Amount 557.5 407.5
Not Designated as Hedging Instrument | Credit contracts | Derivatives    
Derivatives, Fair Value [Line Items]    
Derivative assets 4.0 3.3
Derivatives liabilities 0.3 0.3
Not Designated as Hedging Instrument | Managed custody guarantees | Derivatives    
Derivatives, Fair Value [Line Items]    
Derivative assets 0.0 0.0
Derivatives liabilities $ 4.4 $ 0.3